/ momentum_fifteen

Typical horizon: INTRADAY • Season 1 — all time

What it does

Trades 15-minute up/down markets. Early in the window it leans on a nightly-refit model (direction persistence plus order-flow); mid-window it compares the live spot to the strike and buys the side the price is already on.

Key parameters

behavior-shaping settings only

count	1
min_edge	6
regimes	["calm","normal"]

Record (fee-inclusive, this season)

W–L

456–473

Open

Positions

994

Realized

$30.50

Marked

$32.26

Fees

$4.89

Calibration

predicted vs realized win rate, by confidence bucket

bucket 2	18 signals	p̂ 0.15 → 0.11
bucket 3	12 signals	p̂ 0.23 → 0.25
bucket 4	12 signals	p̂ 0.36 → 0.42
bucket 5	32 signals	p̂ 0.47 → 0.47
bucket 6	484 signals	p̂ 0.52 → 0.39
bucket 7	52 signals	p̂ 0.65 → 0.56
bucket 8	67 signals	p̂ 0.75 → 0.48
bucket 9	119 signals	p̂ 0.86 → 0.65
bucket 10	146 signals	p̂ 0.96 → 0.77

Caveats: All results shown are simulated (paper) trading performance, not actual trading, unless explicitly labeled live. Fees and slippage are modeled (Kalshi's taker fee formula plus 1¢ slippage), which cannot fully reflect real market impact or liquidity constraints. Past performance, simulated or actual, is not indicative of future results. Parameters shown are the current configuration and change over time as the strategy is tuned. Nothing on this page is investment advice — see the full disclaimer.